+1,099.6%
CCJ vs IRM
+10,764.2%
-9,664.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -4.0% |
| 7D | +5.0% | +8.6% | -3.6% | +2.7% |
| 30D | -16.7% | 0.0% | -16.7% | -16.7% |
| 3M | -27.5% | -7.1% | -20.4% | -26.0% |
| 6M | -38.6% | -7.9% | -30.7% | -37.1% |
| YTD | -21.5% | +41.3% | -62.8% | -28.4% |
| 1Y | -22.3% | +20.7% | -43.0% | -26.0% |
| 3Y | +69.9% | +112.2% | -42.3% | +38.8% |
| 5Y | +163.6% | +191.2% | -27.6% | +98.2% |
| 10Y | +782.3% | +524.3% | +257.9% | +437.7% |
| All | +1,099.6% | +10,764.2% | -9,664.6% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling